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The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automat...
This book deals with methods of measurement and evaluation of environmental noise based on an auditory neural and brain-oriented model. The model consists of the autocorrelation function (ACF) and the interaural cross-correlation function (IACF) mechanisms for signals arriving at the two ear entrances. Even when the sound pressure level of a noise is only about 35 dBA, people may feel annoyed due to the aspects of sound quality. These aspects can be formulated by the factors extracted from the ACF and IACF. Several examples of measuring environmental noise—from outdoor noise such as that of aircraft, traffic, and trains, and indoor noise such as caused by floor impact, toilets, and air-conditioning—are demonstrated. According to the noise measurement and evaluation, applications for sound design are discussed. This book provides an excellent resource for students, researchers, and practitioners in a wide range of fields, such as the automotive, railway, and electronics industries, and soundscape, architecture, and acoustics.
This book presents recent advances in space and celestial mechanics, with a focus on the N-body problem and astrodynamics, and explores the development and application of computational techniques in both areas. It highlights the design of space transfers with various modes of propulsion, like solar sailing and low-thrust transfers between libration point orbits, as well as a broad range of targets and applications, like rendezvous with near Earth objects. Additionally, it includes contributions on the non-integrability properties of the collinear three- and four-body problem, and on general conditions for the existence of stable, minimum energy configurations in the full N-body problem. A valuable resource for physicists and mathematicians with research interests in celestial mechanics, astrodynamics and optimal control as applied to space transfers, as well as for professionals and companies in the industry.
This book presents revised versions of the best papers selected from the symposium “Mathematical Progress in Expressive Image Synthesis” (MEIS2013) held in Fukuoka, Japan, in 2013. The topics cover various areas of computer graphics (CG), such as surface deformation/editing, character animation, visual simulation of fluids, texture and sound synthesis and photorealistic rendering. From a mathematical point of view, the book also presents papers addressing discrete differential geometry, Lie theory, computational fluid dynamics, function interpolation and learning theory. This book showcases the latest joint efforts between mathematicians, CG researchers and practitioners exploring important issues in graphics and visual perception. The book provides a valuable resource for all computer graphics researchers seeking open problem areas, especially those now entering the field who have not yet selected a research direction.
This book presents the mathematical background underlying security modeling in the context of next-generation cryptography. By introducing new mathematical results in order to strengthen information security, while simultaneously presenting fresh insights and developing the respective areas of mathematics, it is the first-ever book to focus on areas that have not yet been fully exploited for cryptographic applications such as representation theory and mathematical physics, among others. Recent advances in cryptanalysis, brought about in particular by quantum computation and physical attacks on cryptographic devices, such as side-channel analysis or power analysis, have revealed the growing s...
Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Lit and Dark Liquidity with Lost Time Data, Vuorenmaa analyses liquidity to better understand the crux of the financial crisis. By relating liquidity to jump activity, market microstructure noise variance, and average pairwise correlation, Vuorenmaa uncovers the dynamics and ramifications behind anonymous trades made outside of public exchanges, and measures its impact on the crisis. This volume is ideal for academics, students, and practitioners alike, who are interested in investigating the role of lost time in and after the recession.
Media and politics have always been mutually influential. The media plays an important political role of its own in promoting and discussing policies, as well as conveying representations of power and ideology. On the other hand, media outlets are themselves subject to political forces that have an impact on their editorial line. This mutual influence comes to light not only in journalistic practices, but also in how news is constructed and conveyed. This volume explores the relations between politics and various types of media as expressed in different areas of the world, namely Europe, Asia, the Americas, and the Middle East. Such a complex landscape calls for a multiplicity of analytical tools and cannot ignore specific socio-political, geographic, linguistic, and cultural contexts which may be overlooked when approached from a global perspective. In this volume, a combination of senior scholars and young experts from a wide range of disciplines, such as discourse analysis, international relations, and cultural studies, come together in a conversation which recognizes the media as a global phenomenon without neglecting its local specificities.
The material included in this book provides selected presentations given at the international symposium MEIS2014. The book aims to provide a unique venue where various issues in computer graphics (CG) application fields are discussed by mathematicians as well as CG researchers and practitioners. The target audience is not limited to researchers in academia but also those in industries with a strong interest in digital media creation, scientific visualization and visual engineering.
This book showcases the innovative research of Professor Skovgaard, by providing in one place a selection of his most important and influential papers. Introductions by colleagues set in context the highlights, key achievements, and impact, of each work. This book provides a survey of the field of asymptotic theory and inference as it was being pushed forward during an exceptionally fruitful time. It provides students and researchers with an overview of many aspects of the field.
This book presents new developments in non-local mathematical modeling and mathematical analysis on the behavior of solutions with novel technical tools. Theoretical backgrounds in mechanics, thermo-dynamics, game theory, and theoretical biology are examined in details. It starts off with a review and summary of the basic ideas of mathematical modeling frequently used in the sciences and engineering. The authors then employ a number of models in bio-science and material science to demonstrate applications, and provide recent advanced studies, both on deterministic non-local partial differential equations and on some of their stochastic counterparts used in engineering. Mathematical models ap...